Recent Advances in Regression Methods

• Author(s): Hrishikesh D. Vinod, Aman Ullah,
• Publisher: M. Dekker
• Pages: 361
• ISBN_10: 0824715748
  ISBN_13: 9780824715748
  
• Language: en
• Categories: Mathematics / Probability & Statistics / Regression Analysis ,

Description:... Linear regression model; Criteria for good regression estimators: MSE, consistency, stability, robustness, minimaxity and Bayesian 'MELO' ness; Restricted least squares and bayesian regression; Autoregressive moving average (ARMA) regression errors and heteroscedasticity; Multicollinearity and stability of regression coefficients; Stein-rule shrinkage estimator; Ridge regression; Further ridge theory and solutions; Estimation of polynomial distributed lag models; Multiple sets of regression squations; Simultaneous equations models; Canonical correlations, and discriminant analysis with ridge-type modification; Improved estimators under nonnormal errors and robust regression.